endas.cov.to_matrix

endas.cov.to_matrix(C, force_dense=False, out=None)

Returns matrix representation of a covariance operator.

If the passed instance is already a covariance matrix, it is returned as-is. Compatible matrix types are

• numpy.ndarray, numpy.matrix - returned as-is
• subclass of scipy.sparse.spmatrix - returned as-is if force_dense=False, otherwise converted to numpy.ndarray.

If C is an instance of endas.CovarianceOperator, the result of C.to_matrix() is returned. Please note that not all covariance operators support conversion to explicit matrix form.

Parameters:

• C – endas.CovarianceOperator instance or NumPy array.
• force_dense – Value passed to endas.CovarianceOperator.to_matrix().
• out – If specified, the array is used as the output buffer instead of allocating new array. The provided array must have the correct shape.

Returns:

Dense NumPy array (ndarray) or sparse SciPy array depending on C and force_dense.

Raises:

• TypeError – if C is of unsupported type
• ValueError – if C is a non-square matrix
• NotImplementedError – raised by endas.CovarianceOperator.to_matrix()
• MemoryError – if the covariance matrix array cannot be allocated